+184.2%
SLV vs XLB
+35.9%
+148.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | -0.3% | -1.4% | +1.1% | +1.0% |
| 30D | +6.7% | -0.4% | +7.1% | +7.1% |
| 3M | -10.7% | +2.0% | -12.7% | -12.1% |
| 6M | -20.6% | +1.8% | -22.4% | -21.6% |
| YTD | -7.1% | +16.6% | -23.7% | -14.5% |
| 1Y | +62.0% | +16.9% | +45.0% | +48.9% |
| All | +184.2% | +35.9% | +148.3% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling